+43.8%
CAVA vs SYF
+154.1%
-110.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -2.0% | -2.9% |
| 7D | -12.4% | -5.5% | -6.9% | -9.3% |
| 30D | -11.2% | -3.9% | -7.3% | -9.0% |
| 3M | -33.8% | +8.9% | -42.7% | -37.4% |
| 6M | -32.5% | +16.2% | -48.7% | -38.7% |
| YTD | -8.0% | -8.4% | +0.5% | -4.2% |
| 1Y | -17.1% | +2.6% | -19.7% | -19.5% |
| All | +43.8% | +154.1% | -110.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling